• Title/Summary/Keyword: Duality techniques

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MONOTONIC OPTIMIZATION TECHNIQUES FOR SOLVING KNAPSACK PROBLEMS

  • Tran, Van Thang;Kim, Jong Kyu;Lim, Won Hee
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.3
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    • pp.611-628
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    • 2021
  • In this paper, we propose a new branch-reduction-and-bound algorithm to solve the nonlinear knapsack problems by using general discrete monotonic optimization techniques. The specific properties of the problem are exploited to increase the efficiency of the algorithm. Computational experiments of the algorithm on problems with up to 30 variables and 5 different constraints are reported.

A primal-dual log barrier algorithm of interior point methods for linear programming (선형계획을 위한 내부점법의 원문제-쌍대문제 로그장벽법)

  • 정호원
    • Korean Management Science Review
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    • v.11 no.3
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    • pp.1-11
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    • 1994
  • Recent advances in linear programming solution methodology have focused on interior point methods. This powerful new class of methods achieves significant reductions in computer time for large linear programs and solves problems significantly larger than previously possible. These methods can be examined from points of Fiacco and McCormick's barrier method, Lagrangian duality, Newton's method, and others. This study presents a primal-dual log barrier algorithm of interior point methods for linear programming. The primal-dual log barrier method is currently the most efficient and successful variant of interior point methods. This paper also addresses a Cholesky factorization method of symmetric positive definite matrices arising in interior point methods. A special structure of the matrices, called supernode, is exploited to use computational techniques such as direct addressing and loop-unrolling. Two dense matrix handling techniques are also presented to handle dense columns of the original matrix A. The two techniques may minimize storage requirement for factor matrix L and a smaller number of arithmetic operations in the matrix L computation.

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NECESSARY CONDITIONS FOR OPTIMAL CONTROL PROBLEM UNDER STATE CONSTRAINTS

  • KIM KYUNG-EUNG
    • Journal of the Korean Mathematical Society
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    • v.42 no.1
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    • pp.17-35
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    • 2005
  • Necessary conditions for a deterministic optimal control problem which involves states constraints are derived in the form of a maximum principle. The conditions are similar to those of F.H. Clarke, R.B. Vinter and G. Pappas who assume that the problem's data are Lipschitz. On the other hand, our data are not continuously differentiable but only differentiable. Fermat's rule and Rockafellar's duality theory of convex analysis are the basic techniques in this paper.

APPLICATION OF CONVOLUTION THEORY ON NON-LINEAR INTEGRAL OPERATORS

  • Devi, Satwanti;Swaminathan, A.
    • Korean Journal of Mathematics
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    • v.24 no.3
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    • pp.409-445
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    • 2016
  • The class $\mathcal{W}^{\delta}_{\beta}({\alpha},{\gamma})$ defined in the domain ${\mid}z{\mid}$ < 1 satisfying $Re\;e^{i{\phi}}\((1-{\alpha}+2{\gamma})(f/z)^{\delta}+\({\alpha}-3{\gamma}+{\gamma}\[1-1/{\delta})(zf^{\prime}/f)+1/{\delta}\(1+zf^{\prime\prime}/f^{\prime}\)\]\)(f/z)^{\delta}(zf^{\prime}/f)-{\beta}\)$ > 0, with the conditions ${\alpha}{\geq}0$, ${\beta}$ < 1, ${\gamma}{\geq}0$, ${\delta}$ > 0 and ${\phi}{\in}{\mathbb{R}}$ generalizes a particular case of the largest subclass of univalent functions, namely the class of $Bazilevi{\check{c}}$ functions. Moreover, for 0 < ${\delta}{\leq}{\frac{1}{(1-{\zeta})}}$, $0{\leq}{\zeta}$ < 1, the class $C_{\delta}({\zeta})$ be the subclass of normalized analytic functions such that $Re(1/{\delta}(1+zf^{\prime\prime}/f^{\prime})+1-1/{\delta})(zf^{\prime}/f))$ > ${\zeta}$, ${\mid}z{\mid}$<1. In the present work, the sucient conditions on ${\lambda}(t)$ are investigated, so that the non-linear integral transform $V^{\delta}_{\lambda}(f)(z)=\({\large{\int}_{0}^{1}}{\lambda}(t)(f(tz)/t)^{\delta}dt\)^{1/{\delta}}$, ${\mid}z{\mid}$ < 1, carries the fuctions from $\mathcal{W}^{\delta}_{\beta}({\alpha},{\gamma})$ into $C_{\delta}({\zeta})$. Several interesting applications are provided for special choices of ${\lambda}(t)$. These results are useful in the attempt to generalize the two most important extremal problems in this direction using duality techniques and provide scope for further research.

무작위 초 보유 자원을 이용한 신뢰성 모델

  • Kim, Songkyoo
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2001.10a
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    • pp.199-202
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    • 2001
  • This article deals with stochastic reliability systems that include a repair facility and unreliable machines: the main facility of working and an auxiliary facility of "super-reserve" machines. The number of super-reserve machines are random number with a arbitrarily distribution and working machines break down exponentially. Defective machines line up for repair, whose durations are arbitrarily distributed. Refurbished machines return to the main facility. If the main facility is restored to its original quantity, the repair facility leaves on routine maintenance until all of super-reserve machines are exhausted. Then, the busy period is regenerated. The whole system also falls into the category of closed queues, with more options than those of basic models. The techniques include two-variate Markov and semi-regenerative processes, and a duality principle, to find the probability distribution of the number of intact machines. Explicit formulas obtained demonstrate a relatively effortless use of functionals of the main stochastic characteristics (such as expenses due to repair, maintenance, waiting, and rewards for higher reliability) and optimization of their objective function. Applications include computer networking, human resources, and manufacturing processes.

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Analysis of Time, Duality, Difference, and Virtual Image in Partially Moving Image Cinemagraph

  • Kim, Young Il
    • Journal of Multimedia Information System
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    • v.6 no.4
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    • pp.191-196
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    • 2019
  • Humans use images on a daily basis-so much so that images are integral to their lives. Seeing is represented by an image, created or lived in it. Images required and developed a new paradigm from past to present. Today, images are in digital formats, and new techniques are increasing. Among them, cinemagraphs can find features that differ from previous images. The keywords found by comparing them in the image development are analyzed in detail through four characteristics in this paper. Cinemagraphs appearing in the keywords are interpreted in terms of each keyword and, through the example, the cinemagraph image can be approached concretely.

Study on Continuous Nearest Neighbor Query on Trajectory of Moving Objects (이동객체의 궤적에 대한 연속 최근접 질의에 관한 연구)

  • Chung, Ji-Moon
    • Journal of Digital Convergence
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    • v.3 no.1
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    • pp.149-163
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    • 2005
  • Researches for NN(nearest neighbor) query which is often used in LBS system, have been worked. However. Conventional NN query processing techniques are usually meaningless in moving object management system for LBS since their results may be invalidated as soon as the query and data objects move. To solve these problems, in this paper we propose a new nearest neighbor query processing technique, called CTNN, which is possible to meet continuous trajectory nearest neighbor query processing. The proposed technique consists of Approximate CTNN technique which has quick response time, and Exact CTNN technique which makes it possible to search accurately nearest neighbor objects. Experimental results using GSTD datasets shows that the Exact CTNN technique has high accuracy, but has a little low performance for response time. They also shows that the Approximate CTNN technique has low accuracy comparing with the Exact CTNN, but has high response time.

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Entropy-based Dynamic Histogram for Spatio-temporal Databases (시공간 데이타베이스의 엔트로피 기반 동적 히스토그램)

  • 박현규;손진현;김명호
    • Journal of KIISE:Databases
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    • v.30 no.2
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    • pp.176-183
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    • 2003
  • Various techniques including histograms, sampling and parametric techniques have been proposed to estimate query result sizes for the query optimization. Histogram-based techniques are the most widely used form for the selectivity estimation in relational database systems. However, in the spatio-temporal databases for the moving objects, the continual changes of the data distribution suffer the direct utilization of the state of the art histogram techniques. Specifically for the future queries, we need another methodology that considers the updated information and keeps the accuracy of the result. In this paper we propose a novel approach based upon the duality and the marginal distribution to construct a histogram with very little time since the spatio-temporal histogram requires the data distribution defined by query predicates. We use data synopsis method in the dual space to construct spatio-temporal histograms. Our method is robust to changing data distributions during a certain period of time while the objects keep the linear movements. An additional feature of our approach supports the dynamic update incrementally and maintains the accuracy of the estimated result.

Knowledge-based Approach for Solving Short-term Power Scheduling in Extended Power Systems (확장된 발전시스템에서 지식기반 해법을 이용한 단기운영계획 수립에 관한 연구)

  • 김철수
    • Journal of the Korean Operations Research and Management Science Society
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    • v.23 no.2
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    • pp.187-200
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    • 1998
  • This paper presents an original approach for solving short-term power scheduling in extended power system with two fuels in a unit and a limited fuel using Lagrangian relaxations. The underlying model incorporates the full set of costs and constraints including setup, production, ramping, and operational status, and takes the form of a mixed integer nonlinear control problem. Moreover, the mathematical model developed includes two fuels in a unit and a limited fuel, regulation reserve requirements of prespecified group of units. Lagrangian relaxation is used to disaggregate the model by generator into separate subproblems which are then solved with a nested dynamic program including empirical knowledges. The strength of the methodology lies partially in its ability to construct good feasible solutions from information provided by the dual. Thus, the need for branch-and-bound is eliminated. In addition, the inclusion of two fuels in a unit and a limited fuel provides new insight into the limitations of current techniques. Computational experience with the proposed algorithm indicates that Problems containing up to 23 units including 8 unit used two fuels and 24 time periods can be readily solved in reasonable times. Duality gaps of less than 4% were achieved.

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Design and Implementation of CORBA Inter-ORB Protocol Based on Shared Memory for Communication Systems (통신 시스템을 위한 공유 메모리 기반 CORBA 연동 프로토콜 설계 및 구현)

  • Jang, Jong-Hyun;Lee, Dong-Gil;Choi, Wan;Han, Chi-Moon;Jang, Ik-Hyun
    • The KIPS Transactions:PartA
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    • v.10A no.3
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    • pp.231-238
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    • 2003
  • Distributed systems present new system architecture for solving interoperability problem in heterogeneous system. This paper presents CORBA Inter-ORB protocol model based on shared memory to support communication software through analysis of existing CORBA IIOP protocol performance and Inter-Process Communication techniques. In the same host environment, proposed model applied standard CORBA mechanism to minimize message transfer overhead can develop software independently to hardware architecture of target communication system. This communication software that has flexibility and extensibility can improve productivity, duality and reusability of software.